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Amdocs Limited Ordinary Shares DOX

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-11-06T20:57:02.296Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-06T20:57:00.646299261Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-06T20:57:01.603932+00:00

Share price$41.93
1D-1.5%
$40.39$41.08$41.78$42.47$43.165:30 AM6:30 AM9:00 AM1:00 PMDOX
Sold putSold call

Amdocs Limited Ordinary Shares options

Live interpolated DOX call and put midpoint premiums by absolute delta.Amdocs Limited Ordinary Shares$0.22$1.55$2.89$4.22$5.55$4.08$20.82$37.56$54.30$71.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive DOX spot · $41.92DOX PRICE$0.36$0.62$0.89$1.16$1.44$1.71$1.98$2.25$2.53$2.80$3.25$4.21$5.17$0.49$0.73$0.96$1.20$1.43$1.67$1.90$2.14$2.37$2.61$2.85$3.08
Puts——
CallsCheap0.47×
Skew——
Implied moveBullish±$3.65
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.1841.5%8.6%
25Δ44.5442.6%7.7%40.0737.1%5.6%
30Δ44.0244.3%7.1%40.5036.9%5.1%
35Δ43.5046.0%6.5%40.9236.7%4.7%
40Δ42.9847.7%5.9%41.3436.6%4.3%
45Δ42.4649.4%5.4%41.7636.4%3.8%
50Δ41.9451.2%4.8%42.1836.2%3.4%
55Δ41.4252.9%4.2%42.6036.0%2.9%
60Δ40.9054.6%3.6%43.0235.8%2.5%
65Δ40.3856.3%3.0%43.4435.6%2.1%
70Δ39.7058.5%2.5%43.8635.5%1.6%
75Δ38.5762.2%2.1%44.2835.3%1.2%
80Δ37.4565.8%1.7%44.7035.1%0.7%

20Δ

Calls
Pseudo strike
45.18
IV
41.5%
B/E move
8.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
44.54
IV
42.6%
B/E move
7.7%
Puts
Pseudo strike
40.07
IV
37.1%
B/E move
5.6%

30Δ

Calls
Pseudo strike
44.02
IV
44.3%
B/E move
7.1%
Puts
Pseudo strike
40.50
IV
36.9%
B/E move
5.1%

35Δ

Calls
Pseudo strike
43.50
IV
46.0%
B/E move
6.5%
Puts
Pseudo strike
40.92
IV
36.7%
B/E move
4.7%

40Δ

Calls
Pseudo strike
42.98
IV
47.7%
B/E move
5.9%
Puts
Pseudo strike
41.34
IV
36.6%
B/E move
4.3%

45Δ

Calls
Pseudo strike
42.46
IV
49.4%
B/E move
5.4%
Puts
Pseudo strike
41.76
IV
36.4%
B/E move
3.8%

50Δ

Calls
Pseudo strike
41.94
IV
51.2%
B/E move
4.8%
Puts
Pseudo strike
42.18
IV
36.2%
B/E move
3.4%

55Δ

Calls
Pseudo strike
41.42
IV
52.9%
B/E move
4.2%
Puts
Pseudo strike
42.60
IV
36.0%
B/E move
2.9%

60Δ

Calls
Pseudo strike
40.90
IV
54.6%
B/E move
3.6%
Puts
Pseudo strike
43.02
IV
35.8%
B/E move
2.5%

65Δ

Calls
Pseudo strike
40.38
IV
56.3%
B/E move
3.0%
Puts
Pseudo strike
43.44
IV
35.6%
B/E move
2.1%

70Δ

Calls
Pseudo strike
39.70
IV
58.5%
B/E move
2.5%
Puts
Pseudo strike
43.86
IV
35.5%
B/E move
1.6%

75Δ

Calls
Pseudo strike
38.57
IV
62.2%
B/E move
2.1%
Puts
Pseudo strike
44.28
IV
35.3%
B/E move
1.2%

80Δ

Calls
Pseudo strike
37.45
IV
65.8%
B/E move
1.7%
Puts
Pseudo strike
44.70
IV
35.1%
B/E move
0.7%

Options history

IV · four-Friday blend35.44%
Daily EOD
DOX32.4%34.4%36.5%2026-10-19: 32.95%2026-10-20: 32.75%2026-10-21: 32.89%2026-10-22: 33.88%2026-10-23: 32.65%2026-10-26: 35.48%2026-10-27: 35.90%2026-10-28: 34.78%2026-10-29: 36.20%2026-10-30: 35.44%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
32.95%
32.75%
32.89%
33.88%
32.65%
35.48%
35.90%
34.78%
36.20%
35.44%